It seems to be that there are sometimes problems in the network coverage with AT&T:

I received my iPhone as a gift from my wife. While there are so many neat uses for the device the “phone” portion just sucks. I’m in a prime coverage location for AT&T and only have 1 bar or no service. I used to have Verizon and had great reception, never lost a call even. Everybody at work that has one complains about the same two problems, no service with the phone and lousy customer service from Apple inc. Many of us are waiting for the contract to expire and then jump back to Verizon or T-mobile. I think Apple is going to see a huge exodus of customers in the next 2 years as phone contracts expire.

Received through the iPhone complaint form.